+1,195.3%
MAR vs FIVE
+822.5%
+372.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.3% | -0.3% | +4.6% | +4.3% |
| 30D | +16.8% | +17.7% | -0.8% | +12.2% |
| 3M | +16.0% | +4.0% | +12.1% | +14.4% |
| 6M | +16.5% | +2.6% | +13.8% | +14.3% |
| YTD | +35.0% | +27.6% | +7.5% | +25.1% |
| 1Y | +49.4% | +59.9% | -10.6% | +30.6% |
| 3Y | +124.1% | +35.8% | +88.3% | +91.0% |
| 5Y | +159.2% | +14.4% | +144.8% | +123.3% |
| 10Y | +553.9% | +576.1% | -22.2% | +283.9% |
| All | +1,195.3% | +822.5% | +372.8% | +612.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling